Please, never use a laser pointer to play with dogs. This can cause anxiety, OCD and ultimately lead to serious harm. A frustrated dog may keep searching for the pointer for weeks after. There is a name for the condition, "laser pointer syndrome". Laser pointers are fine with cats but a big no with dogs.
Heh, my dog has never gotten that wrapped up in laser pointer chasing. She knows it's me, she stops when I say 'Done'. Now, when it comes to chuckit balls on the other hand, she's dangerously close to real OCD.